Exact GPs (Regression)¶
Regression with a Gaussian noise model is the cannonical example of Gaussian processes. These examples will work for small to medium sized datasets (~2,000 data points). All examples here use exact GP inference.
- Simple GP Regression is the basic tutorial for regression in GPyTorch.
- Spectral Mixture Regression extends on the previous example with a more complex kernel.
- Fully Bayesian GP Regression demonstrates how to perform fully Bayesian inference by sampling the GP hyperparameters using NUTS. (This example requires Pyro to be installed).